1. Ukuqonda iChoppiness Index
The Choppiness Index yi ukungazinzi isalathisi esiphuhliswe yi-Australian yorhwebo trader EW Dreiss, emisela ukuba imarike i-choppy (iyadibanisa) okanye iyahamba phambili. Sisixhobo esingaqikeleli isikhokelo sexesha elizayo, kodwa silinganisa iqondo lengxolo yemarike. Isalathiso siphakathi kwe-0 kunye ne-100, kunye namaxabiso aphezulu abonisa i-choppy eninzi, i-market-bound-bound ye-market, kunye namaxabiso aphantsi abonisa indlela eyomeleleyo, eya kwicala.
I-Choppiness Index isetyenziswa ngokubanzi kunye nexesha elingagqibekanga leebar ezili-14, nangona oku kunokulungiswa ukuze kuhambelane neentlobo ezahlukeneyo. urhwebo izimbo kunye namaxesha. Indlela eqhelekileyo kukusebenzisa amanqanaba ka-61.8 no-38.2, asuka Fibonacci ulandelelwano. Xa isalathisi siwela ngaphezulu 61.8, icebisa ukuba imarike idibanisa, kwaye traders inokufuna ukunqanda amaqhinga alandelayo. Ngokuchaseneyo, xa isalathisi siwela ngaphantsi 38.2, icebisa umkhwa owomeleleyo okhoyo, kwaye amaqhinga alandelayo anokuba yinzuzo.
Nangona kunjalo, i-Choppiness Index ayisosixhobo esizimeleyo. Isetyenziswe ngokufanelekileyo ngokubambisana nezinye izikhombisi kunye nobuchule bokuhlalutya ukuqinisekisa izibonakaliso kunye nokuphepha i-alamu yobuxoki. Ngokomzekelo, ukuyidibanisa kunye nesalathisi esifana ne Ukuhambisa umndilili wokuDibana kokungafani (i-MACD) inokunceda ukuqinisekisa ubukho bomkhwa onamandla xa i-Choppiness Index iphantsi. Ngokufanayo, ukusebenzisa isalathisi somthamo kunokubonelela ngesiqinisekiso esongezelelweyo xa isalathiso sibonisa ukuba imarike ikwisigaba sokudibanisa.
Eyona nto ibalulekileyo, Choppiness Index sisixhobo esisebenza ngeendlela ezininzi esinokunceda traders khangela zombini ezihamba phambili kunye ne-choppy kwiimarike. Nangona kunjalo, njengazo zonke izikhombisi zobugcisa, ayisiyonyani kwaye kufuneka isetyenziswe njengenxalenye yolwazi olubanzi cwangciso lo shishino oko kubandakanya ingozi ulawulo kunye nokuqonda okucacileyo kweziseko zemarike.
1.1. Inkcazo ye-Choppiness Index
IChoppiness Index Luphawu oluguquguqukayo oluphuhliswe yimveliso yase-Australia trader EW Dreiss, eyilelwe ukumisela ukuba imarike irhweba ngexesha elihamba phambili okanye elichophileyo (elingatshintshiyo). Ayiboni ingqikelelo yendlela umkhombandlela, kodwa i ukomelela kwendlela. I-Choppiness Index isikali ukusuka kwi-0 ukuya kwi-100. Ukufundwa okungaphantsi kwe-38.2 kubonisa ukuba imarike ihamba phambili, ngelixa ukufundwa okungaphezulu kwe-61.8 kubonisa ukuba imarike i-choppy okanye, ngamanye amagama, ayinayo intsingiselo eyahlukileyo.
I-Choppiness Index ibalwa kusetyenziswa i-logarithm yesambuku se-exponential move averages (EMAs) yoluhlu lwenyani lwexesha elithile, lwahlulwe ngelogarithm yowona uphezulu uphezulu thabatha ophantsi kwelo xesha. Isiphumo siphinda-phindwe nge-100 ukunika inani elifundekayo. I ixesha elimiselweyo ekubaleni li-14, kodwa oku kungalungiswa ngokusekwe kwi trader ukhetho kunye ne-asethi traded.
IChoppiness Index idla ngokusetyenziswa kunye nezinye uhlalutyo yobugcisa izixhobo zokuqinisekisa ukomelela kwendlela kunye nokunceda traders ukuphephe ukubanjiswa kwiimarike ezimdaka. Umzekelo, ukuba a trader isebenzisa isicwangciso esilandela umkhwa, banokujonga ukufundwa kweChoppiness Index ephantsi njengoqinisekiso lokuba imarike iyahamba kwaye lixesha elifanelekileyo lokungena. trade. Ngakolunye uhlangothi, ukufundwa okuphezulu kunokucebisa ukuba lixesha elifanelekileyo lokuma ecaleni okanye ukuqwalasela isicwangciso sorhwebo.
Ukuqonda iChoppiness Index kunye nendlela yokuyisebenzisa ngempumelelo inokuba sisixhobo esinamandla se traders. Ngokunceda ekuchongeni amaxesha okuthambekela kunye ne-choppiness, inokunceda ekwenzeni izigqibo zokurhweba ezinolwazi ngakumbi kwaye inokunyusa inzuzo. Nangona kunjalo, njengazo zonke izixhobo zokuhlalutya zobugcisa, kubalulekile ukusebenzisa i-Choppiness Index ngokubambisana nezinye izikhombisi kwaye kungekhona njengesixhobo sokwenza isigqibo esizimeleyo.
1.2. Ithiyori emva kweChoppiness Index
I-Choppiness Index, isalathisi esiphuhliswe yimveliso yase-Australia trader EW Dreiss, sisixhobo esinamandla esivumela traders ukuchonga kunye nokwenza imali kwimarike iintsingiselo. Kwisiseko sayo, i-Choppiness Index isekelwe kwi- ubume beemarike. Le ithiyori, ekwabizwa ngokuba yiChaos Theory, imisa ukuba iimarike azikho mgca, iinkqubo eziguquguqukayo ezinokucazululwa kwaye ziqondwe ngezibalo zefractal.
I-Choppiness Index iyayixhasa le nkcazo-bungcali ngokulinganisa ubume bemarike. Xa imarike ihamba phambili, ixabiso le-Choppiness Index liphantsi; xa imarike ingathrendi (okanye 'ichoppy'), ixabiso liphezulu. Oku kubonakaliswa kwe ubume beemarike - iintsingiselo kunye neepateni zivela kwaye zichithe, kodwa zikwenza oko ngendlela engabonakaliyo kwaye ingalindelekanga.
Isalathiso seChoppiness ayisosalathisi sendlela - ayikuxeleli ukuba yeyiphi na indlela imarike ehamba ngayo, kodwa kunoko yimalini iyahamba. Sisixhobo esilinganisa okungazinzi kweemalike, kwaye yenza njalo ngokuthelekisa uluhlu lwemarike yangoku (iphezulu ephezulu - ephantsi kakhulu) kunye noluhlu olupheleleyo lwexesha elithile. Isiphumo lixabiso eliphakathi kwe-0 kunye ne-100 - ixabiso eliphantsi libonisa intsingiselo eqinile, ngelixa ixabiso eliphezulu libonisa 'i-choppy', imarike engenamkhombandlela.
Ukuqonda ithiyori emva kweChoppiness Index ibalulekile kwisicelo sayo esiyimpumelelo. Akunjalo nje ngokufunda amanani kunye nokwenza trades β imalunga nokuqonda imithetho-siseko engundoqo eqhuba indlela yokuziphatha kwimarike, nokusebenzisa olo lwazi ukwenza izigqibo ezizizo, ezinobuchule. IChoppiness Index sisixhobo esivumelayo traders ukwenza kanye loo nto - yifestile kwindalo eqhekekileyo yeemarike, kunye nesikhokelo sokujonga emanzini azo angalindelekanga.
1.3. Sibalwa njani iChoppiness Index
The Choppiness Index Luphawu oluguquguqukayo oluphuhliswe yimveliso yase-Australia trader EW Dreiss. Ubalo lwesi sixhobo sohlalutyo lobuchwephesha lunokubonakala luntsonkothile, kodwa lusekwe kwingqikelelo ethe ngqo: ilinganisa inqanaba lokuguquguquka kweemarike okanye, ngakumbi, ukuthambekela kwemarike.
I-Choppiness Index ibalwa kusetyenziswa i-logarithm yesamba se-exponential move averages (EMAs) yoluhlu lwenyani lwexesha elithile, lwahlulwe ngelogarithm yelona xabiso liphezulu thabatha elona xabiso liphantsi kwelo xesha linye, zonke ziphindaphindwe nge-100.
Masiyiqhekeze:
1. Okokuqala, bala uHlelo lweNyaniso (TR) eyona inkulu kwezi zilandelayo: yangoku iphezulu ngaphantsi kwe yangoku ephantsi, ixabiso elipheleleyo lelo xesha liphezulu lingaphantsi kokuvalwa kwangaphambili, okanye ixabiso elipheleleyo lelo eliphantsi elisezantsi ngaphantsi kokuvalwa kwangaphambili. .
2. Emva koko, bala i-Exponential avareji Ukuhambisa (ema) yoLuhlu lweNyaniso lwexesha elikhethiweyo.
3. Shwankathela zonke ii-EMA zoLuhlu lweNyaniso.
4. Bala i-logarithm yesixa see-EMA zoLuhlu lweNyaniso.
5. Qinisekisa ixabiso eliphezulu kunye nelona liphantsi kwixesha elikhethiweyo.
6. Bala i-logarithm yelona xabiso liphezulu uthabathe elona xabiso liphantsi.
7. Okokugqibela, yahlula ilogarithm yesixa see-EMA zoLuhlu lweNyaniso ngelogarithm yelona xabiso liphezulu thabatha elona xabiso liphantsi, kwaye uphindaphinde isiphumo nge-100.
Olu balo luphumela kwixabiso eliphakathi kwe-0 kunye ne-100. A Choppiness Index ixabiso elisondele ku-100 libonisa imarike engatshintshiyo okanye enqabileyo, ngelixa ixabiso elisondele ku-0 libonisa intsingiselo eyomeleleyo. Ukuqonda ukuba esi salathiso sibalwa njani kunokuphucula kakhulu isicwangciso sakho sokurhweba, njengoko sibonelela ngengqiqo malunga nokuguquguquka kweemarike kunye nokuguqulwa kwendlela enokwenzeka ngayo.
2. Indlela yokusebenzisa iChoppiness Index ngempumelelo
IChoppiness Index, isalathisi sokuguquguquka esiphuhliswe yimpahla yase-Australia trader Bill Dreiss, inokuba sisixhobo esixabisekileyo traders xa isetyenziswe ngokuchanekileyo. Esi salathiso silinganisa iqondo lengxolo yemarike okanye ukutyumza kwintshukumo yexabiso, ngokuchasene nentsingiselo okanye intshukumo eya kuthi. Ukufundwa okuphezulu kubonisa imarike ye-choppy enengxolo eninzi yexabiso, ngelixa ukufundwa okuphantsi kubonisa indlela eyomeleleyo.
Ukusebenzisa iChoppiness Index ngokufanelekileyo, kubalulekile ukuqonda ubungakanani bayo. Isalathisi sisuka kwi-0 ukuya kwi-100, kunye nexabiso elingaphezulu kwe-61.8 ebonisa i-choppy, i-market-bound bound boundary kunye namaxabiso angaphantsi kwe-38.2 ebonisa imarike ehamba phambili. Abarhwebi banokusebenzisa la manqanaba ukuchonga ukuqhambuka okunokwenzeka okanye ukubonakalisa ukuphela kwendlela.
Esinye isicwangciso esidumileyo kukusebenzisa i-Choppiness Index ngokubambisana nezinye izikhombisi zokurhweba. Ngokomzekelo, ukuba i-Choppiness Index ingaphantsi kwe-38.2, ebonisa ukuthambekela okunamandla, kwaye a ukuhamba okuphakathi kwe-crossover kwenzeka, oku kunokuba yinto enamandla yokuthenga okanye ukuthengisa uphawu. Ngakolunye uhlangothi, ukuba i-Choppiness Index ingaphezulu kwe-61.8, ebonisa i-market choppy, traders isenokukhetha ukunqanda ukungena kwizikhundla ezitsha de kuvele indlela ecacileyo.
Umonde noqeqesho zingundoqo xa usebenzisa iChoppiness Index. Kubalulekile ukukhumbula ukuba ngelixa esi sixhobo sinokunceda ekuchongeni amathuba okurhweba anokubakho, ayiqikelele iintshukumo zexabiso elizayo. Njengaso nasiphi na isicwangciso sokurhweba, kubalulekile ukulawula umngcipheko wakho kwaye ungathembeli kwisalathisi esinye. I-Index yeChoppiness ingaba sisixhobo esinamandla kwi-arsenal yakho yokurhweba, kodwa kuphela xa isetyenziswe ngobulumko kunye nentsebenziswano kunye ne-comprehensive. cwangciso so shishino.
2.1. Ukutolika iChoppiness Index Values
Ukuntywila nzulu entliziyweni yeChoppiness Index, kubalulekile ukuqonda indlela yokutolika amaxabiso ayo ukwenza izigqibo eziyimpumelelo zorhwebo. I-Choppiness Index ijikeleza phakathi kwe-0 kunye ne-100, kunye namaxabiso athile abonisa iimeko ezithile zemarike. Xa isalathisi singaphantsi kwe-38.2, ibonisa ukuba imarike ihamba phambili. Le yingongoma ephambili ye traders abaxhomekeke kwizicwangciso zokulandela umkhondo, njengoko libonisa intshukumo eyomeleleyo yesalathiso kwimarike enokuba nenzuzo ukuyilandela.
Ngokuchaseneyo, xa ixabiso le-Choppiness Index linyuka ngaphezu kwe-61.8, libonisa ukuba imarike 'yi-choppy' okanye i-range-bound. Lo ngumqondiso obalulekileyo woluhlu traders, ngubani onokuthatha intengisovantage yokungabikho kwendlela ecacileyo yokuthenga ngamaxabiso aphantsi kunye nokuthengisa ngamaxabiso aphezulu ngaphakathi koluhlu. Nangona kunjalo, kubalulekile ukuqaphela ukuba i-Choppiness Index ayibonisi isikhokelo sendlela okanye uluhlu, kodwa nje uhlobo lwentshukumo yemarike.
Ukuqonda ezi milinganiselo linyathelo lokuqala lokusebenzisa iChoppiness Index ngokufanelekileyo. Akunjalo nje malunga nokwazi amanani, kodwa malunga nokutolika ukuba bathetha ukuthini kumxholo wesicwangciso sakho sokurhweba. I-Choppiness Index sisixhobo esisebenza ngeendlela ezininzi esinokuncedisana neendlela ezahlukeneyo zokurhweba, ukusuka kwi-trend-follow ukuya kuluhlu lwentengiso, kwaye inokubonelela ngengqiqo ebalulekileyo kwiimeko zemarike ezinokuthi ziphosakele ezinye izikhombisi.
2.2. I-Choppiness Index njengeSalathisi eyongezelelweyo
Choppiness Index sisixhobo esinamandla esinokuphucula kakhulu isicwangciso sakho sokurhweba xa sisetyenziswa ngokubambisana nezinye izikhombisi. Yenzelwe ukumisela ukuba ingaba imakethi i-choppy (iyadibanisa) okanye iyahamba, iyenza ibe sisalathisi esihambelanayo kwiimpawu zakho zokuqala zorhwebo.
Isalathisi sisebenza kwisikali ukusuka kwi-0 ukuya kwi-100, apho ixabiso elingaphezulu kwe-61.8 libonisa i-choppy, i-market-bound-bound market kunye nexabiso elingaphantsi kwe-38.2 libonisa i-market trending market. Abarhwebi bahlala besebenzisa olu lwazi ukuze baphucule iindawo zabo zokungena kunye nokuphuma, ukulungelelanisa isicwangciso sabo ngokokuziphatha kweemarike.
Ukudibanisa i-Choppiness Index kunye nezalathi eziqondisayo njengeMoving Average Convergence Divergence (MACD) okanye i Relative Index Ukomelela (RSI) inokubonelela ngembono ebanzi ngakumbi yolwalathiso lwemarike. Ngokomzekelo, kwimarike ye-choppy, ezi zalathi zinokubonelela ngemiqondiso yobuxoki, ekhokelela kwilahleko enokwenzeka. Ngokusebenzisa iChoppiness Index, tradeI-rs inokuhluza le miqondiso yobuxoki, igxile kuphela kwezo zihambelana nemarike ehamba phambili.
Kubalulekile ukuba uqaphele ukuba Choppiness Index ayisosixhobo esizimeleyo. Ayiboneleli okanye ithengise imiqondiso yodwa. Endaweni yoko, inika ingqiqo ebalulekileyo kwimeko yemarike, inceda trader ukwenza izigqibo ezinolwazi ngakumbi.
Ngelixa i-Choppiness Index ngokungathandabuzekiyo iyongezwa luncedo kuyo nayiphi na trader, kufuneka isoloko isetyenziswa ngokudibeneyo nezinye izixhobo kunye nezalathi. Ngokwenza njalo, unokuqinisekisa ukuba wenza ezona zigqibo zorhwebo zinolwazi olunokwenzeka, ukunciphisa umngcipheko kunye nokwandisa imbuyekezo enokubakho.
2.3. Iindlela zokuRhweba ngeChoppiness Index
The Choppiness Index Luphawu oluguquguqukayo oluphuhliswe yimveliso yase-Australia trader EW Dreiss, emisela ukuba imarike i-choppy (iyadibanisa) okanye iyahamba phambili. Isalathiso siphakathi kwe-0 kunye ne-100 kunye namaxabiso aphezulu abonisa i-choppy eninzi okanye i-marketing-bound boundary, kunye namaxabiso aphantsi abonisa intsingiselo eqinile.
Umlingo ulele ekuqondeni indlela yokutolika la maxabiso ukuze udale ngempumelelo izicwangciso zorhwebo. Ngokuqhelekileyo, ukufundwa ngasentla kwe-61.8 kubonisa ukuba imarike i-choppy, ibonisa ithuba elinokubakho lezicwangciso zokurhweba. Ngakolunye uhlangothi, ixabiso elingaphantsi kwe-38.2 licebisa umkhwa onamandla, okwenza kube yimeko efanelekileyo kwiindlela ezilandelwayo.
Ukusebenzisa iChoppiness Index njengesixhobo esizimeleyo sinokuba yingozi, njengoko singaboneleli ngemiqondiso yokungena okanye yokuphuma, kwaye ayibonisi ulwalathiso lwendlela. Yiyo loo nto isetyenziswa kakuhle ngokudibeneyo nezinye izixhobo zokuhlalutya zobugcisa. Ngokomzekelo, xa idityaniswe nomyinge ohambahambayo, i-Choppiness Index inokunceda ukuqinisekisa amandla omzila. Ukuba umyinge ohambahambayo ubonisa ukunyuka okuphezulu kwaye i-Choppiness Index ingaphantsi kwe-38.2, ingabonisa ukunyuka okunamandla. Kwelinye icala, ufundo lweChoppiness oluphezulu lunokucebisa ukuba utyekelo lwangoku luba buthathaka, kwaye ukuguquka kusenokuba kusemnyango.
Urhwebo oluyimpumelelo kunye neChoppiness Index kukwabandakanya ukuqonda ukulinganiselwa kwayo kunye nemiqondiso yobuxoki enokubakho. Ngokomzekelo, ukufunda okuphantsi akusoloko kuqinisekisa umkhwa onamandla, kwaye ngokufanayo, ukufundwa okuphezulu akuthethi ukuba imarike ibopheleleke kuluhlu. Kubalulekile ukuqwalasela ezinye izinto zemarike kunye nezalathi zokuqinisekisa imiqondiso evela kwiChoppiness Index.
Ngokwenene, i-Choppiness Index sisixhobo esibalulekileyo sokuchonga iimeko zemarike kunye nokunceda traders yenza isigqibo ngesona sicwangciso sifanelekileyo β nokuba kukulandela intsingiselo okanye trade ngaphakathi koluhlu. Nangona kunjalo, njengaso nasiphi na isixhobo sokurhweba, akusiyo impazamo kwaye kufuneka isetyenziswe njengenxalenye yesicwangciso esibanzi sokurhweba esiqwalasela izikhombisi ezininzi kunye neemeko zemarike.
2.4. Ukunqanda iimpazamo eziqhelekileyo xa usebenzisa i-Choppiness Index
Ukuhamba ngeemalike zezemali kunokuziva ngathi ukuhamba ngenqanawa kwiilwandle ezinoqhwithela, kwaye njenge trader, udinga zonke izixhobo onazo ukuze utshate ikhosi eyimpumelelo. I Choppiness Index sesinye isixhobo esinokukunceda ukuba uchonge amaxesha okudibanisa kwaye uqikelele uqhambuko olunokwenzeka. Nangona kunjalo, njengaso nasiphi na isixhobo, asifezekanga kwaye ukusisebenzisa kakubi kunokukhokelela kwiimpazamo ezibiza kakhulu.
Enye impazamo eqhelekileyo ixhomekeke kuphela kwi-Choppiness Index ukwenza izigqibo zokurhweba. Ngelixa isalathiso sinokubonelela ngeembono ezixabisekileyo kwiimeko zentengiso, akufunekanga isetyenziswe yodwa. Soloko uqinisekisa ufundo olusuka kwiChoppiness Index kunye nezinye izalathisi zobugcisa okanye imiqondiso yentshukumo yexabiso phambi kokuba wenze trade.
Omnye umngxunya ekufuneka uphetshwe kukungaqondi amaxabiso esalathiso. Ixabiso eliphezulu (ngaphezu kwe-61.8) libonisa i-market non-trending, okanye "choppy" market, ngelixa ixabiso eliphantsi (ngaphantsi kwe-38.2) libonisa imarike ehamba phambili. Musa impazamo kwixabiso eliphezulu lophawu lwe-bullish okanye ixabiso eliphantsi lophawu lwe-bearish. IChoppiness Index ayinikeli nkcazelo yolwalathiso; ibonisa nje ukuba imarike iyahamba phambili okanye iguquguquka.
Ukuthembela ngokugqithisileyo kwisethingi engagqibekanga yenye impazamo eqhelekileyo. Ixesha elimiselweyo lokujonga umva kwi-Choppiness Index ngamaxesha angama-14, kodwa oku akunakufaneleka kuzo zonke iindlela zokurhweba okanye iimeko zemarike. Zama ngezicwangciso ezahlukeneyo ukuze ufumane eyona isebenza kakuhle kwisicwangciso sakho sokurhweba kunye nokusingqongileyo kwemarike yangoku.
Gqi beleni, ngokujonga imida yeChoppiness Index kunokukhokelela kwizigqibo ezimbi zokurhweba. Khumbula, isalathisi sisalathiso esisemva; ityhila izinto ezakha zenzeka kwixesha elidluleyo, kungekhona eziya kwenzeka kwixesha elizayo. Ngaphezu koko, ayisebenzi kangako kwiimarike ezinendlela eyomeleleyo. Soloko uqwalasela imeko yemarike ebanzi xa utolika iChoppiness Index.
Kwihlabathi eliphakamileyo lokurhweba, ukuphepha ezi mpazamo eziqhelekileyo xa usebenzisa i-Choppiness Index kunokuthetha umahluko phakathi kokuphumelela. trade kunye neendleko ezigwenxa. Qiniseka ukuba usebenzisa esi sixhobo ngobulumko kwaye ngokubambisana nezinye izikhombisi zokwandisa amandla akho okurhweba.
